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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Herwartz, Helmut"
~person:"McAleer, Michael"
~subject:"Statistische Methode"
~subject:"Theorie"
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Statistische Methode
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3
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Herwartz, Helmut
McAleer, Michael
Gallant, A. Ronald
8
Garcia, René
6
Gouriéroux, Christian
6
Almeida, Caio
5
Ardison, Kym
5
Monfort, Alain
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric Institute research papers
28
Working paper
23
Discussion paper / Tinbergen Institute
18
Journal of econometrics
18
Econometric reviews
14
Working papers in quantitative economics and econometrics
13
Discussion paper / Institute of Social and Economic Research
10
Journal of economic surveys
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Economics working paper
7
Working papers in economics and econometrics
7
Economics letters
6
International journal of forecasting
6
Cege discussion paper
5
Discussion papers of interdisciplinary research project 373
5
Economics Working Paper
5
SFB 649 Discussion Paper
5
Tinbergen Institute Discussion Paper
5
Applied quantitative finance
4
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
Journal of forecasting
4
Journal of risk and financial management : JRFM
4
SFB 649 discussion paper
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Journal of applied econometrics
3
Journal of international money and finance
3
Oxford bulletin of economics and statistics
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Applied economics
2
Applied financial economics
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CORE discussion paper : DP
2
Contributions to financial econometrics : theoretical and practical issues
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DIW Berlin Discussion Paper
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Econometrics : open access journal
2
Energy economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
2
A dynamic copula approach to recovering the index implied volatility skew
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 457-493
Persistent link: https://www.econbiz.de/10009571516
Saved in:
3
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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